Imai, Kenji
Kenji is the Managing Director and Head of
Development of Kamakura Corporation based
in Honolulu, Hawaii, USA from 1995. He is the
Principal architect of the theoretical framework
and system architecture for Kamakura Risk
Manager (KRM) a leading risk solution with
capabilities in market risk, credit risk, and ALM
on a fully integrated basis (technology and
methodology). He is a member of the Managing
Kenji is the Managing Director and Head of
Development of Kamakura Corporation based
in Honolulu, Hawaii, USA from 1995. He is the
Principal architect of the theoretical framework
and system architecture for Kamakura Risk
Manager (KRM) a leading risk solution with
capabilities in market risk, credit risk, and ALM
on a fully integrated basis (technology and
methodology). He is a member of the Managing
| Risk Knowledge Network, Inc. |
Risk Who's Who™
Committee of Kamakura.
Prior to this, Kenji spent two years with the Global Structured Products
Group at S.G. Warburg Securities (Japan) where he was responsible for
structuring tailor-made interest rate, currency and equity-linked products;
pricing and hedging; and organizing all back office procedures and
documentation. He started his career at the Sanwa Bank working in credit
analysis in the Foreign Exchange Group, as a member of the Planning
Section in the HO responsible for risk management on interest and
currency products, and with the Derivatives Group where he developed
interest rate term structure models for pricing exotic options and managing
interest rate derivative products, and applied quantitative methods for
swaps and options analysis.
Kenji has co-authored ‘Advanced Financial Risk Management’ (Wiley ’04),
‘Credit Risk Models and the Basel Accords’ (Wiley ’03), and ‘Financial Risk
Analytics’ (Irwin ’97). He is fluent in both Japanese and English.
Kenji holds a BS in Civil Engineering from the University of Tokyo and a MS
in Management, concentrating in finance from the Sloan School of the
Massachusetts Institute of Technology.
Prior to this, Kenji spent two years with the Global Structured Products
Group at S.G. Warburg Securities (Japan) where he was responsible for
structuring tailor-made interest rate, currency and equity-linked products;
pricing and hedging; and organizing all back office procedures and
documentation. He started his career at the Sanwa Bank working in credit
analysis in the Foreign Exchange Group, as a member of the Planning
Section in the HO responsible for risk management on interest and
currency products, and with the Derivatives Group where he developed
interest rate term structure models for pricing exotic options and managing
interest rate derivative products, and applied quantitative methods for
swaps and options analysis.
Kenji has co-authored ‘Advanced Financial Risk Management’ (Wiley ’04),
‘Credit Risk Models and the Basel Accords’ (Wiley ’03), and ‘Financial Risk
Analytics’ (Irwin ’97). He is fluent in both Japanese and English.
Kenji holds a BS in Civil Engineering from the University of Tokyo and a MS
in Management, concentrating in finance from the Sloan School of the
Massachusetts Institute of Technology.
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